+8.1%
FPS vs PNR
-37.2%
+45.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.4% |
| 7D | +3.1% | -2.4% | +5.5% | +3.7% |
| 30D | -18.6% | -12.8% | -5.8% | -15.7% |
| 3M | -51.5% | -17.0% | -34.5% | -49.5% |
| 6M | -8.5% | -37.4% | +28.9% | +24.8% |
| All | +8.1% | -37.2% | +45.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling